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Aug
4
answered Unsmoothing of returns
Mar
20
answered comparing modified VaR to ordinary VaR
Mar
19
answered Right metric to manage a portfolio based on correlation?
Mar
10
revised What are pros and cons of mean absolute deviation portfolio optimization?
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Mar
10
answered What are pros and cons of mean absolute deviation portfolio optimization?
Mar
10
comment How to implement Konno's Mean-Absolute Deviation Portfolio Optimization Model using LP methods in Excel
The spreadsheet is mine. Happy to remove the post if you don't feel anyone will find it of any use. I was simply taking the "Answer your own question – share your knowledge, Q&A-style" at face value. You should be able to download the spreadsheet from the download.xls button after following the link. Alternatively you can use this direct download link academia.edu/attachments/36780111/…
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10
awarded  Editor
Mar
10
revised How to implement Konno's Mean-Absolute Deviation Portfolio Optimization Model using LP methods in Excel
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Mar
10
comment How to implement Konno's Mean-Absolute Deviation Portfolio Optimization Model using LP methods in Excel
Knowledge sharing since no one else had posed the question
Mar
10
asked How to implement Konno's Mean-Absolute Deviation Portfolio Optimization Model using LP methods in Excel
Mar
10
answered How to implement Konno's Mean-Absolute Deviation Portfolio Optimization Model using LP methods in Excel
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May
22
answered How to model hedge fund returns?
Mar
2
answered How do I calculate the skewness of a portfolio of assets?
Sep
25
answered Has spectrum analysis ever been used successfully to analyse historical price data?
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awarded  Teacher
Sep
7
answered How can higher co-moments be applied to portfolio optimization in an asset allocation context?
Sep
7
answered How does Cornish-Fisher VaR (aka modified VaR) scale with time?